14 results for “topic:volatility-trading”
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
OIPD: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
Systematic Volatility Research and Backtesting for equity options
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Volatility Pairs Trading Strategy Implementation for NIFTY-BANKNIFTY using Implied Volatility and Cointegration Analysis | Python
Systematic Options
Inidcators, strats, and tools written in pinescript for use with TradingView
A Python-based automated trading system implementing a Volatility-Managed Portfolio strategy (Moreira & Muir, 2017) for Charles Schwab. Features dynamic leverage via /MES futures, VIX-based forecasting, auto-rebalancing, and a real-time monitoring dashboard.
Simulating options portfolios subject to user-specified hedging strategies.
Volatility Intervention and Trade Analysis Layer (VITAL) for trading algorithms
A comprehensive, production-grade implementation of quantitative trading strategies across 18 asset classes. Features modular Python architecture, institutional risk management, and deep-dive research papers for every strategy.
Análisis cuantitativo de volatilidad horaria en Bitcoin (BTC) mediante Python. Identificación de estacionalidad y ventanas de mayor retorno estadístico.